papers
Publications (7)
math.ST2015
Robustness of the ${N}$-CUSUM stopping rule in a Wiener disorder problem
Hongzhong Zhang, Neofytos Rodosthenous, Olympia Hadjiliadis
cs.IT2007
Detection of two-sided alternatives in a Brownian motion model
Olympia Hadjiliadis, H. Vincent Poor
q-fin.PR2013
Stochastic Modeling and Fair Valuation of Drawdown Insurance
Hongzhong Zhang, Tim Leung, Olympia Hadjiliadis
cs.IT2009
Quickest detection in coupled systems
Olympia Hadjiliadis, Tobias Schaefer, H. Vincent Poor
math.OC2014
Quickest detection in coupled systems
Hongzhong Zhang, Olympia Hadjiliadis, Tobias Schäfer +1
cs.IT2008
One shot schemes for decentralized quickest change detection
Olympia Hadjiliadis, Hongzhong Zhang, H. V. Poor
math.PR2009
Formulas for the Laplace Transform of Stopping Times based on Drawdowns and Drawups
Hongzhong Zhang, Olympia Hadjiliadis